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Multi-Asset Barrier Option

A path-dependent exotic option that has two or more assets as underlying. The option's barrier is placed on a number...

Barrier Cap

An interest rate cap whose existence or activation depends on a floating rate or index crossing a certain barrier or...

Forward Starting Barrier Option

A partial time barrier option where the monitoring period starts at some time into the option's lifespan and ends at...

Up-and-In Put

An up-and-in option that becomes effective, i.e., is activated, if the price of the underlying exceeds a preset level. The...

Stealth

The percentage difference between a barrier option's strike and a set trigger (knock-in or knock-out barrier). This tool is used...

Partial Barrier Double One Touch Option

A double one-touch option whose upper and lower barriers come into effect (activates) at a delayed date. In other words,...

Single Barrier Option

A barrier option which has one trigger price (barrier) that may be either above or below its strike price. Investors...

Knock-Out Swaption

In essence it belongs to the class of barrier options. Thanks to the knock-out mechanism, this swaption has the potential...

KIKO Forward

A structured instrument which consists of long put and short call positions particularly in currencies. A KIKO (knock-in knock-out) forward...

Knock-In Swaption

A barrier swaption in which protection exists or activates only if the swap rate crosses the barrier. In essence it...